+248.5%
GLDM vs EQH
+210.0%
+38.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | -0.5% | +5.5% | -6.0% | -0.5% |
| 30D | +4.4% | +3.2% | +1.2% | +4.4% |
| 3M | -1.1% | +32.5% | -33.6% | -1.0% |
| 6M | -13.7% | +33.7% | -47.4% | -13.6% |
| YTD | +2.8% | +13.4% | -10.7% | +2.7% |
| 1Y | +24.8% | +0.6% | +24.3% | +24.7% |
| 3Y | +127.8% | +95.1% | +32.7% | +128.3% |
| 5Y | +141.1% | +92.7% | +48.5% | +142.0% |
| All | +248.5% | +210.0% | +38.4% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling